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Date Ref. Title Section Type Download Info Summary Related Documents Translated versions
30/09/2022 ESMA71-102-173 ESMA Q&As- list of questions currently under development Reference XLSX
135.82 KB
30/09/2022 JC 2022 28 Joint Committee Work Programme 2023 Reference PDF
198.75 KB
30/09/2022 JC 2022 42 Final Report on SFDR amendments for nuclear and gas activities , Final Report PDF
1.07 MB
28/09/2022 ESMA70-451-502 Report on the Review of the clearing thresholds under EMIR Report PDF
584.97 KB
26/09/2022 Market makers - pdf Market makers and authorised primary dealers who are using the exemption under the SSR- PDF Reference PDF
448.7 KB
22/09/2022 ESMA24-436-1414 Letter to EC on energy derivatives , , , Letter PDF
110.01 KB
22/09/2022 Ares(2022)6980063 Letter from the EC to ESMA on energy derivatives , , , Letter PDF
228.62 KB
19/09/2022 ESMA34-46-101 Register of authorised European long-term investment funds (ELTIFs) Reference XLSX
58.41 KB
16/09/2022 CPD22 Joint ESAs Consumer Protection Day- Programme , Reference PDF
234.44 KB
13/09/2022 JC 2022 47 List of SFDR queries requiring the interpretation of Union law , Q&A PDF
171.44 KB
12/09/2022 JC 2022 40 Joint ESA report on Risks and Vulnerabilities in the EU financial system No 2 2022 , Report PDF
570.49 KB
06/09/2022 ESMA70-151-2218 Public Register for the Clearing Obligation under EMIR Reference PDF
697.44 KB
23/08/2022 ESMA70-148-2567 List of Central Counterparties authorised to offer services and activities in the Union Reference PDF
366.88 KB
17/08/2022 ESMA34-45-974 Compliance table on Guidelines on liquidity stress testing in UCITS and AIFs , Compliance table PDF
230.68 KB
17/08/2022 ESMA34-45-1128 Compliance table- Guidelines on performance fees in UCITS and certain types of AIFs , , Compliance table PDF
232.45 KB
16/08/2022 Market makers - XLS Market makers and authorised primary dealers who are using the exemption under the SSR- XLS Reference XLSX
40.76 KB
10/08/2022 ESMA70-152-348 List of third-country CCPs recognised to offer services and activities in the Union Reference PDF
428.88 KB
09/08/2022 ESMA70-155-11635 CSD Register Reference PDF
1.15 MB
04/08/2022 ESMA70-156-4448 Q&As- Central Securities Depositories Regulation , Q&A PDF
561.38 KB
04/08/2022 Net short thresholds Net short position notification thresholds for sovereign issuers Reference XLSX
26.41 KB

According to Article 7(2) of the Short Selling Regulation, ESMA has to publish a list of the thresholds applicable to the sovereign issuers for the purpose of the notification to competent authorities of significant net short position in sovereign debt.

The way these notification thresholds are defined is further specified in the Commission Delegated Regulation No 918/2012 (the “DR”). The DR specifies that initial threshold categories shall be:
1.0.1% applicable where the total amount of outstanding issued sovereign debt is between 0 and 500 billion euros;
2.0.5% applicable where the total amount of outstanding issued sovereign debt is above 500 billion euros or where there is a liquid futures market for the particular sovereign debt.

The additional incremental levels shall be set at 50% of the initial thresholds. The reporting thresholds shall be monetary amounts fixed by applying the percentage thresholds to the outstanding sovereign debt of the sovereign issuer. They will be revised and updated quarterly to reflect changes in the total amount of outstanding sovereign debt of each sovereign issuer.

In addition, the DR states that the amount of outstanding debt should be calculated using a duration adjusted approach. ESMA has published a Q&A document on how to proceed for the duration adjustment.

The table of thresholds contains the name of the sovereign issuer, the amount of outstanding debt duration adjusted, the initial threshold amount and the relevant percentage, the incremental threshold amount and the relevant percentage.

Please note that the figures of the amount of outstanding debt are duration adjusted (not nominal amounts) and are approximations provided by competent authorities.

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